I don't think you can buy one of these any more, but you could make one yourself from plastic "glasses" and a pair of cheap metal (Dollar Store) trays.
The tray is round, and is used to bring out the quart carton of milk and a glass.
The glass is bottomless, but has an inner shell that can be filled with liquid, and has a tape covered opening in the rear of the glass at the bottom that drains the inner shell in an instant.
The tray is hollow and can take all the liquid you pour in the glass through a series of drain holes beneath the glass. The top of the tray is also covered with absorbent felt to hold any spills or stray drops.
The glass is filled from the carton of milk, a premeasured amount that goes mostly into the tray, but partly into the inner shell as you pour so the glass is seen to fill with real milk.
The glass with its inner shell filled, is picked up and covered with a handkerchief, then set back down on the tray, covered as you go over to fiddle with the lamp, showing it and turning it on. You come back to the tray, grab the glass at the bottom near the taped hole, lift the handkerchief to show the glass is still filled with milk, then as you cover the glass and lift it from the tray, release the tape and leave the milk behind on the tray and draining into the felt or the holes in the tray. It's not a lot of liquid and drains very quickly so by the time you have lifted the glass from the tray, the liquid is gone. Whip the handkerchief away and show that the liquid has vanished and at the same moment, the light goes out. Put the handkerchief into the glass to further emphasize that it is empty, and the rest is up to the lamp.